+467.1%
DDOG vs ICE
+89.0%
+378.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | +0.6% |
| 7D | -10.1% | -0.7% | -9.5% | -9.7% |
| 30D | -24.8% | +7.6% | -32.4% | -28.6% |
| 3M | -12.6% | +13.9% | -26.5% | -20.9% |
| 6M | +79.9% | -2.4% | +82.3% | +81.9% |
| YTD | +56.6% | +0.3% | +56.3% | +53.5% |
| 1Y | +61.6% | -6.4% | +68.0% | +65.9% |
| 3Y | +117.9% | +43.1% | +74.8% | +55.1% |
| 5Y | +54.2% | +42.1% | +12.1% | +11.1% |
| All | +467.1% | +89.0% | +378.1% | +223.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ICE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling